Data set used by Glenn Otto (1994)

This data set contains Canadian quarterly data used by Glenn Otto in his article: “Diagnostic Testing: An Application to the Demand for M1".

Usage

data(Raotbl7)

Format

A data frame with quarterly data from 1956:1 until 1988:4.

m1	Money stock M1.
p	Implicit price deflator for GDP, 1981=100.
gdp	GDP at constant 1981 prices.
r	90-day prime corporate rate.

Source

Glenn Otto (1994), Diagnostic Testing: An Application to the Demand for M1, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 6, Data Appendix, Table D.6.

Author

Bernhard Pfaff